-10.6%
BITO vs MRNA
-56.9%
+46.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.5% |
| 7D | -3.4% | -1.1% | -2.4% | -3.4% |
| 30D | +21.4% | +126.1% | -104.7% | +3.8% |
| 3M | +20.5% | +190.0% | -169.5% | -2.7% |
| 6M | +7.4% | +157.2% | -149.8% | -11.8% |
| YTD | -13.9% | +388.2% | -402.1% | -37.9% |
| 1Y | -35.1% | +467.0% | -502.1% | -54.9% |
| 3Y | +156.8% | +36.1% | +120.7% | +124.1% |
| All | -10.6% | -56.9% | +46.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling